Hello!
To get serial out to used as output, do I have to put male headers and jumper link to choose programming or output?
Read manuals
I guess you mean on 8pin protoboard. http://www.picaxe.com/docs/axe021.pdf Set jumper as seen in picture. Output is output and serial is program.
It’s always good idea to check http://www.picaxe.com/Datasheet-List first! And when asking questions tell what board and controller you are using.
Hope this helped.